+22.6%
EFA vs IR
-1.2%
+23.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +0.6% | -2.8% | +3.4% | +1.3% |
| 30D | +0.9% | -15.1% | +16.0% | +5.0% |
| 3M | +4.9% | +6.1% | -1.2% | +2.5% |
| 6M | +8.6% | -16.8% | +25.4% | +12.1% |
| YTD | +14.6% | -3.5% | +18.2% | +14.4% |
| 1Y | +22.6% | -3.5% | +26.1% | +22.3% |
| All | +22.6% | -1.2% | +23.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling